+141.0%
MO vs EXE
+191.4%
-50.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.6% | +8.5% | -7.8% | -0.1% |
| 3M | -1.0% | +5.5% | -6.4% | -1.5% |
| 6M | +4.3% | -5.9% | +10.2% | +4.8% |
| YTD | +23.3% | -9.7% | +33.0% | +24.2% |
| 1Y | +10.5% | +3.6% | +6.9% | +9.6% |
| 3Y | +96.3% | +18.0% | +78.2% | +90.4% |
| 5Y | +98.9% | +109.4% | -10.5% | +79.5% |
| All | +141.0% | +191.4% | -50.4% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling